Time Series Analysis and Forecasting

Course Instructor: Dr. Biswajit Patra

Coursework for the course ECO319: Time Series and Analysis at IISER Bhopal Fall'22

Assignment- Data used: Historical Prices of Sensex (~ 4 years)

1. Data Visualisation 2 Trend Seasonality: Tsfresh
2. ACF and PACF
3. Stationarity Test: KPSS Test, ADF Test
4. Arima Sarima - tsfresh
5. Regression-tsfresh
6. Forecasting
7. Loss metric

Project: Gold Price Prediction - (2011-2022) Data Used: Investing.com

1. Data Preprocessing
2. Data Visualization
3. Stationarity test: KPSS Test
4. Sarima Model
5. LSTM Model